Let the game(s) begin!!

Here are some minor details on the story in-game, in case you are the only person who have not heard yet.

As always, you start in prison. The reason for this, Todd Howard says, is that it's partly a tradition and it also makes the player instantly think up his own reason as to why there are where they are. This means that we don't know why in Skyrim either. We get to make up our own reason, which I fully endorse! Huzzah!

Greybeards rule!

Soon after the character creation, you will be lead to your execution. After a daring and heroic rescue by Esbern, your soon-to-be mentor and one of the last of The Blades, as well as an "incident with a dragon," it is revealed to you, that you are dragonborn.

Shortly thereafter, They Greybeards (Jedi masters of Skyrim,) men whom live atop the highest mountain in Skyrim, The Throat of the World, calls you to their humble home, through yelling in the wind. Once you've climbed the 7000 steps and reached the Greybeards, they teach you how to use Dragon Shouts and be badass.

After this, just roam and do whatever you damn well please.